Generated at 17:09 on Monday 10/21/2024
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
637 |
-99,453,821 |
| 0 |
35 |
0 |
| 1 |
538 |
96,624,060 |
|
target_notional |
| target_notional |
-2,829,761 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
-1,119,153 |
-2,829,761 |
17,714,964 |
196,077,881 |
-0.006 |
-0.014 |
0.090 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-92,806,409 |
| 0 |
0 |
| 1 |
91,687,255 |
|
alpha_notional |
| alpha_notional |
17,714,964 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,012,360 |
| 0 |
0 |
| 1 |
9,702,604 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
61 |
-4,901,031 |
12,941,513 |
-0.379 |
0.066 |
| CHN |
695 |
1,577,222 |
95,081,693 |
0.017 |
0.485 |
| HKG |
88 |
3,433,079 |
15,616,106 |
0.220 |
0.080 |
| IDN |
7 |
2,094,873 |
2,094,873 |
1.000 |
0.011 |
| JPN |
240 |
-52,487 |
47,625,212 |
-0.001 |
0.243 |
| MYS |
8 |
2,132,732 |
2,132,732 |
1.000 |
0.011 |
| NZL |
2 |
-937,309 |
937,309 |
-1.000 |
0.005 |
| PHL |
1 |
-648,082 |
648,082 |
-1.000 |
0.003 |
| SGP |
8 |
-2,075,445 |
2,210,523 |
-0.939 |
0.011 |
| THA |
20 |
-3,693,016 |
4,677,571 |
-0.790 |
0.024 |
| TWN |
80 |
239,705 |
12,112,266 |
0.020 |
0.062 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
33 |
-8,921,272 |
| 0 |
3 |
0 |
| 1 |
25 |
4,020,241 |
| CHN |
-1 |
371 |
-46,752,236 |
| 0 |
17 |
0 |
| 1 |
307 |
48,329,458 |
| HKG |
-1 |
36 |
-6,091,514 |
| 0 |
3 |
0 |
| 1 |
49 |
9,524,593 |
| IDN |
1 |
7 |
2,094,873 |
| JPN |
-1 |
126 |
-23,838,849 |
| 0 |
9 |
0 |
| 1 |
105 |
23,786,363 |
| MYS |
1 |
8 |
2,132,732 |
| NZL |
-1 |
2 |
-937,309 |
| PHL |
-1 |
1 |
-648,082 |
| SGP |
-1 |
7 |
-2,142,984 |
| 1 |
1 |
67,539 |
| THA |
-1 |
15 |
-4,185,294 |
| 0 |
3 |
0 |
| 1 |
2 |
492,277 |
| TWN |
-1 |
46 |
-5,936,281 |
| 1 |
34 |
6,175,985 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
| AUS |
-1 |
33 |
-8,921,272 |
-8,921,272 |
-3,308,548 |
0.52 |
963,910 |
| 0 |
3 |
0 |
0 |
0 |
0.74 |
0 |
| 1 |
25 |
4,020,241 |
4,020,241 |
1,094,726 |
0.38 |
-3,022 |
| CHN |
-1 |
371 |
-46,752,236 |
-46,752,236 |
-62,732,398 |
1.45 |
4,151,051 |
| 0 |
17 |
0 |
0 |
0 |
0.99 |
0 |
| 1 |
307 |
48,329,458 |
48,329,458 |
57,559,990 |
1.33 |
5,118,186 |
| HKG |
-1 |
36 |
-6,091,514 |
-6,091,514 |
-6,483,648 |
1.23 |
42,391 |
| 0 |
3 |
0 |
0 |
0 |
0.97 |
0 |
| 1 |
49 |
9,524,593 |
9,524,593 |
14,338,013 |
1.62 |
2,251,702 |
| IDN |
1 |
7 |
2,094,873 |
2,094,873 |
332,323 |
0.00 |
49,432 |
| JPN |
-1 |
126 |
-23,838,849 |
-23,838,849 |
-14,889,431 |
0.68 |
1,394,078 |
| 0 |
9 |
0 |
0 |
0 |
0.59 |
0 |
| 1 |
105 |
23,786,363 |
23,786,363 |
13,885,225 |
0.68 |
1,789,114 |
| MYS |
1 |
8 |
2,132,732 |
2,132,732 |
520,734 |
0.27 |
10,732 |
| NZL |
-1 |
2 |
-937,309 |
-937,309 |
29,422 |
-0.08 |
163,668 |
| PHL |
-1 |
1 |
-648,082 |
-648,082 |
-178,953 |
0.28 |
80,053 |
| SGP |
-1 |
7 |
-2,142,984 |
-2,142,984 |
-803,945 |
0.40 |
127,716 |
| 1 |
1 |
67,539 |
67,539 |
15,579 |
0.23 |
1,759 |
| THA |
-1 |
15 |
-4,185,294 |
-4,185,294 |
-1,069,375 |
0.36 |
706,057 |
| 0 |
3 |
0 |
0 |
0 |
0.57 |
0 |
| 1 |
2 |
492,277 |
492,277 |
63,237 |
0.15 |
18,859 |
| TWN |
-1 |
46 |
-5,936,281 |
-5,936,281 |
-3,369,532 |
0.61 |
383,436 |
| 1 |
34 |
6,175,985 |
6,175,985 |
3,877,429 |
0.71 |
465,842 |